+68.2%
DD vs CAPR
-77.1%
+145.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.6% | +3.4% | -0.1% |
| 7D | -0.6% | -9.5% | +8.9% | -0.4% |
| 30D | -7.4% | +121.5% | -128.9% | -8.9% |
| 3M | -6.4% | -65.4% | +58.9% | -5.9% |
| 6M | -2.5% | -67.5% | +65.1% | -1.9% |
| YTD | +10.2% | -68.6% | +78.8% | +10.8% |
| 1Y | +36.9% | +42.7% | -5.7% | +29.0% |
| 3Y | +47.0% | +43.4% | +3.7% | +34.2% |
| 5Y | +63.1% | +86.0% | -22.9% | +46.2% |
| 10Y | +68.2% | -77.4% | +145.6% | +45.1% |
| All | +68.2% | -77.1% | +145.3% | +45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CAPR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling